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Volumn 17, Issue 1, 1998, Pages 211-228

Extreme support for uncovered interest parity

Author keywords

F31; G12

Indexed keywords


EID: 0032545901     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(97)98057-8     Document Type: Article
Times cited : (57)

References (12)
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    • Baldwin, R.E.1
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    • (1992) J. Finance , vol.47 , pp. 467-510
    • Bekaert, G.1    Hodrick, R.J.2
  • 5
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    • The speculative efficiency hypothesis
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    • (1981) J. Bus. , vol.54 , pp. 435-451
    • Bilson, J.F.O.1
  • 6
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    • Forward and spot exchange rates
    • Fama E.F. Forward and spot exchange rates. J. Monet. Econ. 14:1984;319-338.
    • (1984) J. Monet. Econ. , vol.14 , pp. 319-338
    • Fama, E.F.1
  • 7
    • 0011633828 scopus 로고
    • Fixes: Of the forward discount puzzle
    • Flood, R.P., Rose, A.K., 1994. Fixes: of the forward discount puzzle. NBER Working Paper, 4928.
    • (1994) NBER Working Paper , pp. 4928
    • Flood, R.P.1    Rose, A.K.2
  • 8
    • 0002729030 scopus 로고    scopus 로고
    • Exchange rate economics: What's wrong with the conventional macro approach
    • In: Frankel, J.A., Galli, G., Giovannini, A. (Eds.) NBER
    • Flood, R.P., Taylor, M.P., 1996. Exchange rate economics: what's wrong with the conventional macro approach. In: Frankel, J.A., Galli, G., Giovannini, A. (Eds.), The Microstructure of Foreign Exchange Markets. NBER, pp. 261-294.
    • (1996) The Microstructure of Foreign Exchange Markets , pp. 261-294
    • Flood, R.P.1    Taylor, M.P.2
  • 9
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    • How to beat the random walk: An empirical model of real exchange rates
    • Koedijk K.G., Schotman P. How to beat the random walk: an empirical model of real exchange rates. J. Int. Econ. 29:1990;311-332.
    • (1990) J. Int. Econ. , vol.29 , pp. 311-332
    • Koedijk, K.G.1    Schotman, P.2
  • 10
    • 77956852950 scopus 로고
    • Puzzles in international financial markets
    • In: Rogoff, K., Grossman, G. (Eds.) North Holland, Amsterdam.
    • Lewis, K.K., 1995. Puzzles in international financial markets, vol. 3. In: Rogoff, K., Grossman, G. (Eds.), Handbook of International Economics. North Holland, Amsterdam.
    • (1995) Handbook of International Economics , vol.3
    • Lewis, K.K.1
  • 11
    • 38149146397 scopus 로고
    • Neglected common factors in exchange rate volatility
    • Mahieu R., Schotman P. Neglected common factors in exchange rate volatility. J. Empirical Finance. 1:1994;279-311.
    • (1994) J. Empirical Finance , vol.1 , pp. 279-311
    • Mahieu, R.1    Schotman, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.